Complete set (sans helmet and shield) – Divayth Fyr in the Tower of Tel Fyr, Hall of Fyr – but note that he is essential to the main plot, so a premature killing will thwart your game – and also, he's actually a good guy

Unofficial complete set – Lord Cluttermonkey in the "Clutter Warehouse – Everything Must Go!" – this NPC exists in a cell that can only accessed using the control console – open the console and type in COC "Clutter Warehouse – Everything Must Go!" Cluttermonkey has a Daedric towershield, a Face of God helm, a full set of Daedric armor, and a magical Dwarven mace with no charges named Clutterbane. He will attack you. There is also a Used Clutter Salesman in the cell. He has no gold to buy items from you, but does sell some sundry items himself.

Artifacts and Relics

If you're a diligent explorer (checking corpses, containers, nooks and crannies, etc.), as you did the main quests in Morrowind, Tribunal, and Bloodmoon, you found quite a few unique and powerful items on the way. And if you read through all of my walkthroughs, you'll find a ton more. But even completing all these quests will not net you all the items in the game. Here are some you might miss and their locations.